Hello,
To answer your questions -
1) The employee i upload with LSMW are new employees and and is it possible to use PA30? - YES
2) Is it possible to upload two or three infotypes at the same time without employee code in PA30 transaction. _ YES
3) I am uploading the LSMW PA40 with internal PERNR, whether for new master updation for employee who r not there in the system whether PA30 can be used? - YES
In general if you use PA30, give 1st IT to be recorded as IT0000, then the subsequent ITs will be automatically called.
You can try this by executing an Hiring action using PA30, as you would generally use in PA40.
Try this with LSMW giving pa30 and test , you will get to know yourself....
Hope this helps 
Vishwas